I'm having the exact same issue (Xbox One). I've done all the steps in the Keep, I exported the desired world state tapestry to my account (all synced up), but whenever I try to boot up a new game (fully connected to my account) I'm only give the default option with a little box popping up telling me to log into Keep to make a custom one (which I've obviously already done).
I'm having the same problem now on ps4. Keep is ok and up to date, game logged in, but starting a new game it only offers me the option for the default ws and tells me to log into keep to import a custom ws, even though I'm already logged in.
